Are your users perhaps logging into an https page and then following a link to a http page (or vice-versa) ? I have seen such issues in that case. You need to be consistent, and set the Drupal $base_url, Civi CIVICRM_UF_BASEURL, and $civicrm_setting['URL Preferences'][] values all to either http or to https, and change any links in your content to use that same scheme also.
If you are not defining all four $civicrm_setting['URL Preferences'][] values in civicrm.settings.php, then those values are instead defined at Administer | System Settings | Resource URLs. While there, verify that the value of "Force Secure URLs (SSL)" is consistent with your intended scheme.